+45.2%
NU vs RCAT
+306.5%
-261.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.6% |
| 7D | -2.6% | -2.3% | -0.3% | -2.4% |
| 30D | +8.2% | -18.7% | +26.9% | +10.0% |
| 3M | +26.3% | -29.3% | +55.5% | +29.0% |
| 6M | +2.2% | -42.3% | +44.6% | +4.7% |
| YTD | -10.4% | +2.5% | -12.9% | -12.8% |
| 1Y | -3.0% | -5.7% | +2.7% | -6.4% |
| 3Y | +120.3% | +764.9% | -644.6% | +67.1% |
| All | +45.2% | +306.5% | -261.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling